MatrixTDistribution

MatrixTDistribution[Σrow,Σcol,ν]

represents zero mean matrix distribution with row covariance matrix Σrow, column covariance matrix Σcol, and degrees of freedom parameter ν.

MatrixTDistribution[μ,Σrow,Σcol,ν]

represents matrix distribution with mean matrix μ.

Details

Examples

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Basic Examples  (2)

Sample from matrix distribution:

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In[3]:=
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Out[3]=

Mean and variance:

In[1]:=
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Out[1]//MatrixForm=
In[2]:=
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Out[2]//MatrixForm=

Scope  (6)

Properties & Relations  (4)

Possible Issues  (1)

See Also

MatrixNormalDistribution  MatrixPropertyDistribution  MultivariateTDistribution  WishartMatrixDistribution  InverseWishartMatrixDistribution

Introduced in 2015
(10.3)
| Updated in 2017
(11.1)